The Junkers boiler at my previous place had an emergency mode where it was heating when the contacts were open. Even their simplest thermostats put a load on the wires depending on how much heat is required - so it doesn’t go full blast when you are only slightly under the target temperature.

So, this all depends on your specific boiler. While it might work with a simple relay, it might be far from optimal in terms of energy efficiency and wear&tear of the boiler.